+45.2%
PL vs DLTR
+19.0%
+26.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +4.6% | +9.9% | +13.2% |
| 7D | +10.9% | -1.0% | +11.9% | +10.9% |
| 30D | -16.4% | +15.7% | -32.0% | -20.3% |
| 3M | -39.9% | +4.8% | -44.8% | -41.3% |
| 6M | -63.2% | +45.6% | -108.8% | -67.9% |
| YTD | -27.1% | +11.6% | -38.7% | -31.1% |
| 1Y | +12.2% | +29.8% | -17.6% | +1.1% |
| 3Y | +584.3% | +20.8% | +563.5% | +497.3% |
| 5Y | +37.0% | +23.5% | +13.5% | +24.9% |
| All | +45.2% | +19.0% | +26.1% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling